Nonlinear programming problem

[Anonymous Monk]

Hi all, I am looking for a Perl module that supports non-linear programming problems similar to the Generalized Reduced Gradient (GRG2) algorithm employed by Microsoft Excel Solver.

You see, there is this nasty spreadsheet that needs to move to a Linux / Perl environment, with a web front end instead of Excel.

I'm aware that the Gnumeric tool has a similar solver in it, supporting quadratic solutions, and a mechanism to call this from a Perl script would be awesome.

Any help with getting Math::LP to support quadratics would be a great start.
Anyone sitting on a module Math::QuadraticProgramming or Math::NonLinear would be my good friend.

Any help would be greatly appreciated.
Jarrod

[lin0]

Hi Jarrod,

You might want to explore the possibility of using R and its Perl interface. In R, you will find a function for solving quadratic programming problems. Another option would be using the Perl Data Language (PDL). In particular the function Simplex. You can find examples on using the function Simplex for numerical optimization and on calling R from Perl in the article: Using Perl for Statistics: Data Processing and Statistical Computing. Other option would be using evolutionary algorithms such as Genetic Algorithms or Simulated Annealing that are already available in CPAN.

I hope this information helps.

Cheers,

lin0